Editor's introduction: Analysis of financial data

DOI10.1016/J.JECONOM.2014.05.003MaRDI QIDQ473220zbMATH OpenOpenAlexFDO

Authors

Publication date 24 November 2014

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2014.05.003

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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Cites work

• Fractional differencing
• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• Some properties of exact tests for unit roots
• The General Theory of Employment, Interest, and Money
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• The pricing of options and corporate liabilities
• Wald Tests and Systems of Stochastic Equations

Cited in

(11)

• Editorial. Overview: Time series analysis of higher moments and distributions of financial data
• Editorial for special issue on advances in actuarial science and quantitative finance
• Preface: Application of operations research to financial markets
• Editorial for the special issue on financial econometrics in the age of the digital economy
• Introduction: Special issue on China. I
• Special issue on stochastic models, statistics and finance: guest editor's introduction
• Data analysis and applications 4. Financial data analysis and methods
• Editors' foreword: Special issue on machine learning and AI
• Editorial to the special issue: Recent statistical methods for data analysis, applied economics, business \& finance
• Data science in economics and finance: introduction
• Preface: Boundary elements and other mesh reduction methods for finance, economics, probability and statistics

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